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Parallax Volatility Advisers

Parallax Volatility Advisers Portfolio holdings

AUM $58.9B
1-Year Est. Return 51.73%
This Fund
S&P 500
This Quarter Est. Return
+21.55%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$136B
AUM Growth
+$774M
Cap. Flow
+$851M
Cap. Flow %
0.63%
Top 10 Hldgs %
28.41%
Holding
3,683
New
674
Increased
1,021
Reduced
1,419
Closed
427

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$336M
2
QQQ icon
Invesco QQQ Trust
QQQ
+$322M
3
IWM icon
iShares Russell 2000 ETF
IWM
+$189M
4
AAPL icon
Apple
AAPL
+$147M
5
TLT icon
iShares 20+ Year Treasury Bond ETF
TLT
+$138M

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$471M
2
META icon
Meta Platforms (Facebook)
META
+$127M
3
ADBE icon
Adobe
ADBE
+$112M
4
PDD icon
Pinduoduo
PDD
+$96.6M
5
NVDA icon
NVIDIA
NVDA
+$87.6M

Sector Composition

Rank Sector Weight
1 Miscellaneous 92.84%
2 Technology 1.83%
3 Consumer Discretionary 1.67%
4 Communication Services 1.2%
5 Financials 0.67%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IWM icon
51
iShares Russell 2000 ETF
IWM
$79B
$406M 0.3%
2,068,257
+1,082,302
+110% +$189M
NVDA icon
52
CALL
NVIDIA
NVDA
$5.4T
$397M 0.29%
30,436,000
-21,540,000
-41% -$288M
GLD icon
53
PUT
SPDR Gold Trust
GLD
$149B
$397M 0.29%
2,224,300
-22,800
-1% -$4.01M
MA icon
54
PUT
Mastercard
MA
$497B
$396M 0.29%
1,109,900
-605,500
-35% -$201M
HYG icon
55
CALL
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.4B
$391M 0.29%
4,483,500
+522,000
+13% +$44.7M
GOOG icon
56
CALL
Alphabet (Google) Class C
GOOG
$4.02T
$388M 0.29%
4,430,000
+88,000
+2% +$7.42M
FDX icon
57
PUT
FedEx
FDX
$73.2B
$387M 0.29%
1,490,300
-297,500
-17% -$82.4M
SBUX icon
58
PUT
Starbucks
SBUX
$114B
$360M 0.27%
3,364,300
-811,000
-19% -$77.4M
BABA icon
59
PUT
Alibaba
BABA
$272B
$359M 0.26%
1,541,500
-1,025,200
-40% -$285M
BRK.B icon
60
CALL
Berkshire Hathaway Class B
BRK.B
$1.08T
$357M 0.26%
1,537,800
-403,000
-21% -$88.7M
PDD icon
61
PUT
Pinduoduo
PDD
$112B
$351M 0.26%
1,977,700
+163,200
+9% +$19.5M
MS icon
62
PUT
Morgan Stanley
MS
$338B
$351M 0.26%
5,127,100
+495,500
+11% +$28.4M
SLV icon
63
CALL
iShares Silver Trust
SLV
$32.7B
$348M 0.26%
14,146,200
+1,082,500
+8% +$24.6M
GS icon
64
PUT
Goldman Sachs
GS
$300B
$346M 0.26%
1,313,200
-67,100
-5% -$14.9M
AMAT icon
65
PUT
Applied Materials
AMAT
$372B
$343M 0.25%
3,976,700
-2,087,700
-34% -$154M
BAC icon
66
PUT
Bank of America
BAC
$438B
$338M 0.25%
11,139,700
-2,047,900
-16% -$54.9M
EEM icon
67
CALL
iShares MSCI Emerging Markets ETF
EEM
$31.8B
$334M 0.25%
6,455,000
+521,400
+9% +$25.1M
AVGO icon
68
PUT
Broadcom
AVGO
$1.73T
$333M 0.25%
7,614,000
-2,942,000
-28% -$115M
AMD icon
69
CALL
Advanced Micro Devices
AMD
$851B
$326M 0.24%
3,549,900
-2,423,700
-41% -$209M
GOOGL icon
70
Alphabet (Google) Class A
GOOGL
$4.04T
$318M 0.23%
3,627,960
+1,597,180
+79% +$134M
BLK icon
71
PUT
Blackrock
BLK
$166B
$315M 0.23%
436,900
+81,100
+23% +$53.8M
JD icon
72
PUT
JD.com
JD
$36.5B
$314M 0.23%
3,567,200
+503,300
+16% +$42M
NFLX icon
73
CALL
Netflix
NFLX
$317B
$313M 0.23%
5,790,000
-408,000
-7% -$20.7M
AAPL icon
74
Apple
AAPL
$4.6T
$313M 0.23%
2,356,688
+1,226,056
+108% +$147M
BIDU icon
75
PUT
Baidu
BIDU
$31.4B
$294M 0.22%
1,359,600
+121,100
+10% +$18M
1 2
3
4 5

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Parallax Volatility Advisers's Q4 2020 Portfolio in Review

As of Q4 2020, Parallax Volatility Advisers held 3,683 positions worth $136B, up 0.57% from $135B the previous quarter. Its ten largest holdings account for 28% of the portfolio.

Parallax Volatility Advisers's Q4 2020 filing shows 674 new, 1,021 increased, 1,419 reduced and 427 closed positions. Its largest new stake was Insulet: 50,183 shares worth $12.8M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $471M.

By sector, the portfolio is most concentrated in Miscellaneous at 93% of assets, down from 94% a quarter earlier, followed by Technology and Consumer Discretionary.

  • Parallax Volatility Advisers's largest Q4 2020 buy was Insulet: 50,183 shares worth $12.8M.
  • Parallax Volatility Advisers added most to Tesla in Q4 2020, an estimated $336M increase.
  • Parallax Volatility Advisers's biggest Q4 2020 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $471M.
  • Parallax Volatility Advisers fully exited Healthcare Realty in Q4 2020, selling an estimated $6.74M.
  • Parallax Volatility Advisers's ten largest holdings make up 28% of its $136B portfolio in Q4 2020.
  • Parallax Volatility Advisers opened 674 new positions and closed 427 in Q4 2020.
  • Parallax Volatility Advisers's portfolio value rose 0.57% quarter-over-quarter to $136B.

Based on Parallax Volatility Advisers's 13F filing for Q4 2020, filed 16 Feb 2021.